Movatterモバイル変換

Version 1.0.4

Added RcppParallel cxxflags to makevars, needed for compatibilitywith Windows ARM64
GitHub Actions added
New package website

Removed the unused argument ‘h_rs’ from the documentation of thefunction chech_inputs() (CRAN note).

Fixed the CRAN check Additional Issues LTO warnings by avoiding theuse of arma::cube in C++ code.

Updated citation and references to incorporate Journal ofStatistical Software publication.

Output slots added that store the details of the tests such asindividual test statistics and selected lag lengths.
Removed the deprecated test names.

Fixed the error in order_of_integration() with boot_ur() testapplied to single time series.

Visually differentiated test print output by making the name reflectthe most important specifications.
Forced normalisation of the signs of the eigenvectors calculated forDWB to ensure reproducability of results across OSes.

Added new functions boot_adf(), boot_ur(), boot_frd(), boot_sqt()and boot_panel() that replace the old functions boot_df(), iADFtest(),bFDRtest(), BQSTtest() and paneltest(). The old functions are stillavailable in the package as deprecated functions.
For additional clarity, new arguments names are used in the newfunctions.
New adf() function added which implements the standard,non-bootstrap, augmented Dickey-Fuller (ADF) test

Added parallel loops using OpenMP.
Added functions order_integration() to determine the order ofintegration of each time series in a dataset. In addition mult_diff() isadded to difference the time series accordingly to eliminate stochastictrends, and plot_order_integration() is added to plot the found ordersof integration.
Added function plot_missing_values() to give a visual representationof the pattern of missing values in the data.

Fixed an incorrect warning in check_inputs() function which wasgiven whenever NAs were present and S(W)B was used, even if the datasetremained balanced.
Fixed bug in check_inputs() function that also set bootstrap to beperformed individually in the presence of NAs even if S(W)B was notused.
Fixed bug/incorrect warning in BSQTtest() that incorrectly addedanother 0 to argument q even if one was present already.
Fixed possibility of taking a too fine grid for argument q inBSQTtest() leading to duplicates. Duplicates are now removed with awarning given.
Fixed bug in SB where the last l observations were excluded fromresampling.
Fixed bug in S(W)B where too short vector with ADF residuals wasused (supplemented with zeros) in bootstrap.

First release; package available on CRAN.